ICICI Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.48% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0364 | 9.63 | |
| 0.8661 | 147.93 | |
| 0.0871 | 16.31 | |
| 0.0084 | 2.77 | |
| 0.0189 | 5.96 | |
| 0.9796 | 267.05 |
Estimation Period:
Mar 28, 2000 to Feb 6, 2026
Mar 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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